EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: MVIS240621C00001500

View in yFinance: MVIS

Toggle Display on View Outlier PnL Page
Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-05-10	MVIS	MVIS240621C00001500	1.50	45.0	348.000	1.094	0.376	0.0	0.3	0.020	0.070	0.340	0.12	1.23	2024-06-21	CALL	Long	0.346	0.446	-0.250

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	MVIS	1.000	0.152	0.366	0.211	0.157	0.005	0.81	-11.412	0.0000	0.81	2.78	21	1y	1.04

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.11	-0.92	$-0.33	-0.27	2.50	0.12	0.01	1.22	0.89	-0.11	$-11.00	12.00	37	129.0	1497.000	-0.33	2024-06-18
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.11	-0.92	$-0.25	-0.20	1.88	0.12	0.01	1.22	0.97	-0.11	$-11.00	12.00	36	78.0	1481.000	-0.25	2024-06-17
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.10	-0.83	$-0.23	-0.19	1.81	0.12	0.02	1.22	0.99	-0.10	$-10.00	12.00	33	122.0	1477.000	-0.23	2024-06-14
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.10	-0.83	$-0.22	-0.18	1.69	0.12	0.02	1.22	1.00	-0.10	$-10.00	12.00	32	232.0	1292.000	-0.22	2024-06-13
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.11	-0.92	$-0.19	-0.16	1.44	0.12	0.01	1.22	1.03	-0.11	$-11.00	12.00	31	367.0	1180.000	-0.19	2024-06-12
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.10	-0.83	$-0.14	-0.11	1.22	0.12	0.02	1.22	1.08	-0.10	$-10.00	12.00	30	216.0	1036.000	-0.14	2024-06-11
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.10	-0.83	$-0.13	-0.11	1.34	0.12	0.02	1.22	1.09	-0.10	$-10.00	12.00	29	93.0	1024.000	-0.13	2024-06-10
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.09	-0.75	$-0.15	-0.12	1.69	0.12	0.03	1.22	1.07	-0.09	$-9.00	12.00	28	213.0	1127.000	-0.15	2024-06-09
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.09	-0.75	$-0.15	-0.12	1.50	0.12	0.03	1.22	1.07	-0.09	$-9.00	12.00	26	213.0	1127.000	-0.15	2024-06-07
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.05	-0.42	$-0.08	-0.07	1.28	0.12	0.07	1.22	1.14	-0.05	$-5.00	12.00	25	232.0	962.000	-0.08	2024-06-06
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.08	-0.67	$-0.12	-0.10	1.36	0.12	0.04	1.22	1.10	-0.08	$-8.00	12.00	24	11.0	953.000	-0.12	2024-06-05
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.07	-0.58	$-0.12	-0.10	1.50	0.12	0.05	1.22	1.10	-0.07	$-7.00	12.00	23	14.0	953.000	-0.12	2024-06-04
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.06	-0.50	$-0.10	-0.08	1.56	0.12	0.06	1.22	1.12	-0.06	$-6.00	12.00	22	54.0	930.000	-0.10	2024-06-03
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.06	-0.50	$-0.04	-0.03	1.30	0.12	0.06	1.22	1.18	-0.06	$-6.00	12.00	19	71.0	969.000	-0.04	2024-05-31
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.05	-0.42	$-0.07	-0.06	1.16	0.12	0.07	1.22	1.15	-0.05	$-5.00	12.00	18	17.0	958.000	-0.07	2024-05-30
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.06	-0.50	$-0.10	-0.08	1.31	0.12	0.06	1.22	1.12	-0.06	$-6.00	12.00	17	31.0	978.000	-0.10	2024-05-29
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.06	-0.50	$-0.07	-0.06	0.91	0.12	0.06	1.22	1.15	-0.06	$-6.00	12.00	16	5.0	976.000	-0.07	2024-05-28
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.02	-0.17	$-0.07	-0.06	1.27	0.12	0.10	1.22	1.15	-0.02	$-2.00	12.00	15	124.0	884.000	-0.07	2024-05-27
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.02	-0.17	$-0.07	-0.06	1.34	0.12	0.10	1.22	1.15	-0.02	$-2.00	12.00	12	124.0	884.000	-0.07	2024-05-24
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.05	-0.42	$-0.11	-0.09	1.12	0.12	0.07	1.22	1.11	-0.05	$-5.00	12.00	11	69.0	830.000	-0.11	2024-05-23
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.02	-0.17	$-0.06	-0.05	1.14	0.12	0.10	1.22	1.16	-0.02	$-2.00	12.00	10	174.0	746.000	-0.06	2024-05-22
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.02	-0.17	$-0.10	-0.08	1.31	0.12	0.10	1.22	1.12	-0.02	$-2.00	12.00	9	94.0	692.000	-0.10	2024-05-21
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$-0.02	-0.17	$-0.07	-0.06	0.00	0.12	0.10	1.22	1.15	-0.02	$-2.00	12.00	8	334.0	0.000	-0.07	2024-05-20
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$0.02	0.17	$-0.07	-0.06	1.45	0.12	0.14	1.22	1.15	0.02	$2.00	12.00	7	70.0	507.000	-0.07	2024-05-19
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$0.02	0.17	$-0.07	-0.06	1.42	0.12	0.14	1.22	1.15	0.02	$2.00	12.00	6	70.0	507.000	-0.07	2024-05-18
MVIS240621C00001500	MVIS	CALL	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.07	$0.02	0.17	$-0.07	-0.06	1.41	0.12	0.14	1.22	1.15	0.02	$2.00	12.00	5	70.0	507.000	-0.07	2024-05-17
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$0.04	0.33	$0.04	0.03	1.05	0.12	0.16	1.22	1.26	0.04	$4.00	12.00	3	30.0	454.000	0.04	2024-05-15
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$0.12	1.00	$0.18	0.15	1.45	0.12	0.24	1.22	1.40	0.12	$12.00	12.00	2	97.0	385.000	0.18	2024-05-14
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$0.01	0.08	$0.03	0.02	1.17	0.12	0.13	1.22	1.25	0.01	$1.00	12.00	1	4.0	382.000	0.03	2024-05-13
MVIS240621C00001500	MVIS	CALL	Long	1.50	None	$0.00	0.00	$0.00	0.00	0.00	0.12	0.12	1.22	1.22	0.00	$0.00	12.00	0	7.0	382.000	0.00	2024-05-12

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl